The notation view does not scroll when making a time selection either.

Unfortunately I do not know of quick way to do this. Keyboard shortcuts for "View: Scroll view left/right" actions do not work while the mouse is doing a marquee select.

Perhaps you can try 1) Use a shortcut to set "Loop points: Set start point", 2) scroll manually, 3) use a shortcut to set "Loop points: Set end point", and finally 4) run "Select all notes [starting] in time selection".

(If you prefer to not use "Loop points linked to time selection", you can pass your MIDI editor shortcuts through to the "Time selection: Set start/end point" actions in Main.)

Seems like an awful lot to go through just to make a selection of notes. But I appreciate the suggestion.